Solved

A Portfolio Has a Standard Deviation of 15

Question 41

Multiple Choice

A portfolio has a standard deviation of 15.8 percent and an average return of 14.2 percent. What loss is associated with a 2.5 percent probability? A portfolio has a standard deviation of 15.8 percent and an average return of 14.2 percent. What loss is associated with a 2.5 percent probability? A) -12.03 percent B) -14.87 percent C) -16.77 percent D) -17.38 percent E) -19.36 percent


A) -12.03 percent
B) -14.87 percent
C) -16.77 percent
D) -17.38 percent
E) -19.36 percent

Correct Answer:

verifed

Verified

Unlock this answer now
Get Access to more Verified Answers free of charge

Related Questions

Q21: You are comparing three assets which have

Q27: Which of the following should generally only

Q31: The Jensen-Treynor alpha is equal to:<br>A)the Treynor

Q39: A portfolio has a 3-year standard deviation

Q43: The U.S. Treasury bill is yielding 2.8

Q46: What is Jensen's alpha of a portfolio

Q61: Which one of the following is a

Q73: Your portfolio has a standard deviation of

Q83: Which one of the following assesses the

Q84: A stock has a return of 16.18